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Introduction to Probability

It is the science in which either we study a

random experiment or we observe a random
phenomenon.
In probability study, a sample space is needed
which is the set of all possible outcomes of
any random experiment.
It is the connectivity b/w Descriptive and
Inferential Statistics.

Logical Thinking motivation

Drawing a FISH can help us understand the logical
thinking:

Now, try to re-draw the same fish, but without

lifting your pen once it touches the paper and
without striking out any of your drew line.

Logical Thinking through the Venn

diagram
A Venn diagram is a rectangular area showing
the Sample Space & having some circles inside
(usually overlapped) which are showing the
Events.
S
B
A
c
S={a,b,c,d,.,n}
d,e
a,b
g,h
A={a,b,c,f,g,h}
i
f
B={c,d,e,g,h,i}
J,k
l,m,n
C={f,g,h,I,j,k}
C

Shading the Venn Diagram

S
B

For
should
For AB
AB,
it, itshould
AB,
A
, it should
bebebe
For
AB,
should
The Demorgans Law

Random
Experiment

Expectation

Probability
Distribution

Random
Variable

Criteria

Numeric

Counting Rules
Sample
Space
Events

Outcomes

Mutually Exclusive (Non Overlapping)

Non Mutually Exclusive (Overlapping)

Probability
Independent
P(AB)=P(A) P(B)

Dependent
Conditional Probability

What is the Distribution?

Gives us a picture of
the variability
and central tendency.
Can also show the
amount of skewness
and Kurtosis.

Bell-Shaped Symmetrical Distribution

Central Tendency
Dispersion

2
3

Probability Distributions
For any frequency distribution, we need a
variable while for any probability distribution,
we need a random variable
Random Variable is the data which can be
obtained by converting the outcomes of any
sample space into numeric codes after defining
a particular criteria, so;
Random Experiment is necessary for a
probability distribution

Any Experiment with uncertain results

(outcomes) called a random experiment
For example, mixing acid and base will
produce salt and water (Its an experiment)
but;
Tossing a Dice or a Coin, or Drawing a card
from well shuffled deck will produce a random
result (these are examples of random
experiments), so in each random experiment,
we collect all possibilities (outcomes) and
make a sample space

Formation of Sample Spaces

Random Experiments Related to a Fair Coin:
Random Experiment # 1: Tossing a fair-coin once
S={H,T}
21=2 outcomes
Random Experiment # 2: Tossing a fair coin twice or tossing 2
fair coins, once.
S={HH, HT, TH, TT}
22=4 outcomes
Random Experiment # 3: Tossing a fair coin thrice or tossing 3
fair coins, once.
S={HHH, HHT, HTH, THH, THT, TTH, HTT, TTT} 23=8 outcomes
In general, 2n showing the two sided coin is being tossed n times

Formation of Dichotomous SS
A truth Table can help us forming the sample
space: For e.g. Sample Space of Rand. Exp. # 3.
The formation rule is simple S. No. 1 2 3
1
H
H
H
Values of Every next column
2
T
H
H
should be doubled of the
3
H
T
H
preceding column.
4
T
T
H
5
H
H
T
Outcomes can be observed
6
T
H
T
Horizontally.
7
H
T
T
st

nd

rd

Random Experiments with Dice

Random Experiment #4: Tossing a fair dice, once
S={1,2,3,4,5,6} 61=6 outcomes
Random Experiment #5: Tossing a fair dice, twice or
Tossing two fair dice once
S={11, 12, 13, 14, 15,16
21, 22, 23, ,26
.....
61, 62, 63, ., 66}
62=36 outcomes

Random Experiments Contd..

Random Experiment #6: Tossing a fair coin and a fair
dice, once
S={H1,H2,H3,H4,H5,H6,T1,T2,.T6} 21 x61=12 outcomes
Random Experiment #7: Tossing 2 fair coins & a fair dice
once.
S={HH1,HH2,HH3,HH4,HH5,HH6
HT1,HT2,HT3,,HT6
..
TT1,TT2,.,TT6}
22x61=24 outcomes

Random Experiments A Deck of Cards

Random Experiment #8: Drawing a card from a
well shuffled Deck of playing cards.
S={ Hearts
Diamonds
Clubs

King+Queen+Jack+Ace+2+3++10
King+Queen+Jack+Ace+2+3++10
King+Queen+Jack+Ace+2+3++10
King+Queen+Jack+Ace+2+3++10}
Total=

13
13
13
13
52

Formation of Events
What is an Event?

Replicate the same work for

Random Experiment #3

Its a logical statement which should be followed, strictly

We always collect the matching outcomes from the sample
space after viewing the Event statement.
VENN Diagram
For e.g. if we consider the Random Exp. # 2:
B
A
Object: Tossing a fair coin twice, S={HH,HT,TH,TT}
TH
HH HT
Event(s):
A={First toss should be a Head}
TT
A={HH, HT}
B={Exactly one Tail in the outcome}: B={HT,TH}
Thus we formed two Non-Mutually Exclusive Events

Computing Probability
Probability of an Event
P(A) stands for probability of an Event A such that;
P(A) = n(A)/n(S)
Where,
n(A) is the number of outcomes present in Event A.
n(S) are the number of outcomes present in the
Sample Space.
Probability is a proportion of Event in a Sample Space.
For any Event A; 0 P(A) 1 where A S

Computing Probabilities (Example)

Random Experiment # 2: Tossing a fair coin twice or
tossing two fair coins, once.
Sample Space
S={HH,HT,TH,TT},
Event(s)
A={First toss should be a Head},
A={HH, HT}
B={Exactly one Tail in the outcome}: B={HT, TH}
Therefore Probabilities will be,
P(A)=2/4=0.5
50% chances
P(B)=2/4=0.5
50% chances

Interpreting Probability
Probability occurs against every Event and should be interpreted
in 3 components;
1) Object of the Random Experiment
2) Value of the Probability
3) Event Statement

If we toss a fair coin twice, we have 50% chances

of getting head in the first toss.
Similarly, P(B)=0.5 would be:

If we toss a fair coin twice, we have 50% chances

of getting exactly one tail in both tosses.

Union, Intersection and Compliment

For the same Random Experiment # 2, the following
operations showing results and relevant interpretations
needed (where U=OR, =AND, A=not(A):
Since
S={HH,HT,TH,TT}
A={HH,HT} B={HT,TH}
Therefore,
AUB={HH,HT,TH}
P(AUB)=3/4=0.75 75%
If we toss a fair coin twice, we have 75% chances of getting
head in the first toss OR exactly one Tail in both tosses.
AB={HT}
P(AB)=1/4=0.25 25%
A=S-A={TH,TT}
P(A)=2/4=0.50
50%
P(A)=1-P(A)

Practice Questions
Q1) If we toss a fair coin three times, determine the
following probabilities:
a) P(A)=Probability of getting exactly one Head in all tosses?
b) P(B)=Probability of getting Tail in the first toss?
c) P(C)=Probability of getting exactly one head AND one
tail?
P(One head One Tail)
d) P(D)=Probability of NOT getting exactly one head in all
tosses? P(A)
e) P(F)=Probability of Either getting exactly one head in all
tosses OR tail in the first toss?
P(AUB)

Practice Questions (Contd..)

Q2) If we toss a fair dice twice, determine the following
Probabilities: (Ref. Random Experiment #4)
a) P(A)=Probability of getting same number on both Dice?
b) P(B)=Probability of getting odd number in both Dice?
c) P(C)=Probability of getting sum of both numbers equals
to 5?
d) P(D)=Probability of getting an odd number AND an even
number on two Dice respectively.
e) P(F)=Probability of NOT getting the same number on
both Dice?

Practice Questions (Contd..)

Q3) If we toss a fair COIN and a Fair DICE once, determine
the following Probabilities: (Ref. Random Experiment #6)
a) P(A)=Probability of getting exactly One head in the coin?
b) P(B)=Probability of getting an odd number on Dice?
c) P(C)=Probability of getting exactly one Head with an Odd
number on Dice? P(AB)
d) P(D)=Probability of getting a number less than 4 on Dice.
e) P(F)=Probability of NOT getting exactly one Head in the
coin? P(A)=1-P(A)

Practice Questions (Contd..)

Q4) If we toss two fair COINS and a Fair DICE once,
determine the following Probabilities: (Ref. Random
Experiment #7)
a) P(A)=Probability of getting exactly One head in the coin?
b) P(B)=Probability of getting an odd number on Dice?
c) P(C)=Probability of getting exactly one Head with an Odd
number on Dice? P(AB)
d) P(D)=Probability of getting a number less than 4 on Dice.
e) P(F)=Probability of NOT getting exactly one Head in the
coin? P(A)=1-P(A)